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Entering alternate characters

I have Ubuntu 9.04 on a laptop (read = laptop-style keyboard; switching Fn on and off is going to be less feasible than just switching NumLock on and off), and I want to enter some alternate characters.

First off, where are my Compose and AltGr keys?
I hear those are useful for specific accented characters (such as é), but what about others? Specifically, there are some common math symbols

Simple keystrokes, like the Windows alt codes, might be nicer than hunting through a character map. Speaking of alt codes, do the alt code numbers from Windows at all carry over to Linux? Since the numbers are apparently based on decimal Unicode, I'm guessing they might carry over. A lot of the codes I want are form the ASCII character set, but that's technically UTF-8 too, right?

Google gets me:
"On Linux (GNOME)

While holding Ctrl and Shift, press U followed by the Character Code (with or without leading zeroes). On versions of GNOME prior to 2.16 or so, omit the U. This combination works in GTK applications only."